-1.2%
PFE vs BRO
-7.4%
+6.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -4.0% | -8.6% | +4.6% | -2.7% |
| 30D | +3.9% | -6.9% | +10.8% | +5.0% |
| 3M | +9.9% | +10.5% | -0.6% | +8.2% |
| 6M | +5.3% | -2.8% | +8.1% | +5.5% |
| YTD | +16.8% | -16.1% | +32.9% | +19.6% |
| 1Y | +20.4% | -27.6% | +48.0% | +26.5% |
| All | -1.2% | -7.4% | +6.2% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BRO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling